Upbringing is fascinating. Both my parents are extraordinary people. They were black sheep in their families. My mother's parents were doctors. My father came from a very small town in Pennsylvania. They were writers, working from job to job, trying to make movies together and still do to this day.

We were raised in Los Angeles near the unfashionable Eastside. Home was like a circus, with writers and filmmakers coming in and out. We had a room above the garage rented by Steven Soderbergh – before he was Steven Soderbergh. We were brought up with a great respect of storytelling.

My mum raised us on classic movies and a lot of musical theatre. The first thing she ever took me to was Yul Brynner in The King and I, when I was three. I remember Guys and Dolls, and seeing Angels in America, the original show, when I was 13. I was mesmerised.

When I was young, before school, my father would wake me up and we would go running together. A love of being physical, being active and being outside was something he instilled in me. My parents also taught me to feel comfortable about my body. They told me that there is beauty in whatever you are. That belief has given me – and my sister [the actor Maggie Gyllenhaal] – more courage on a physical level to take chances in my work, like Brokeback Mountain or Love and Other Drugs, in which Annie [Hathaway] and I are naked for much of the time. So many movies are all about sex or love. I hope young people will see this movie and see that love and sex can actually be connected.

I am inherently a little brother – that's just my nature. It has to do with my sister being very strong and wanting to protect me. It's the natural order of things. That's the way my sister feels about me in every aspect of my life – my work, my relationships. Women have to pass her test. That's very hard for girlfriends. But I love that about Maggie. When we were younger, there was a typical sibling competition between us. She was always telling me what to do. I always lost – no matter what. We would put on a performance of Cats and I would be the poor lone cat sitting in the corner while my sister performed. I never got to be the star. But I really don't feel that competition any more. We are very different people. We care about seeing each other, we want to inspire each other.

Both my parents, my mother in particular, were always very socially conscious. My mother would say that there are people who have so much money who don't give any of it away and there other people who have much less money, who give more than the richest people in the world. It should all be about giving something back.

They were relatively progressive in their spiritual beliefs: my father is Christian and my mother is Jewish. On my 13th birthday, they thought it was important for me to experience a rite of passage, an entrance into manhood, and the consensus was that we would do something for the good of the community, some charitable work – a barmitzvah-like act, without the typical trappings. So we went to a homeless shelter and we did some work there and then I had the party – the celebration – there.

We were taught by our parents that in the end family is all you've got. Family is all that matters.